December 26, 2017 / 11:59 AM / 6 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.24 pct

  Dec 26 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.24 percent on
Tuesday compared with 6.28 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.71 percent on Tuesday. One-month, two-month, three-month,
six-month and one-year swaps and benchmark rates are given in
the table below.
--------------------------------------------------------------
                   dlr/rupee      In percent    Implied rupees
  (Spot to)       (paise)       (annualised)  Interest rates(%)
--------------------------------------------------------------
  1M(29/01/18)   18.50/20.25    03.29/03.61   04.88/05.20
  2M(28/02/18)   40.75/42.50    03.75/03.91   05.39/05.56
  3M(28/03/18)   62.75/64.50    03.97/04.08   05.70/05.81
  6M(28/06/18)  136.50/138.50   04.27/04.34   06.17/06.24
  1Y(28/12/18)  270.75/272.75   04.23/04.26   06.45/06.48
    Spot rate : 1$ = 64.0538 rupees (Source - RBI reference
rate from Thomson Reuters page                     
 
 NOTE : LIBOR RATE AS OF 22-DEC-2017
    Note: Figures in brackets indicate negative values.
    The US Dollar LIBOR rates are published by the British
Bankers' Association and sourced from the Thomson Reuters page
          .
    The implied benchmark rates will be available on Thomson Reuters
pages by typing          or            followed by the ENTER key
or double-clicking         ,           .
    Refer to Thomson Reuters page            for the calculation
methodology.
    FIMMDA refers to Fixed Income Money Market and Derivatives
Association of India.
  
($1=0)
0 : 0
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